I have never heard of a machine before! at my house we do it by hand and it is so easy :3

just soak your soybeans until they are regular size, then put some in a blender and cover with water and blend. then pour it into a cheesecloth bag in a container and squeeze out all the milk. then boil the milk and add sugar! or you can boil first, let it cool then squeeze, and then boil and add sugar. my mom says this is easier to squeeze out more milk if it has been boiled first!

It is much easier and quicker to make soy milk with a machine!
There are loads around.
At least 4 sites selling in the UK. A load more in the US I reckon.
In the UK the cheapest one, for example, is www.soyadirect.co.uk

Well, I have a soymilk maker - the one I got is called "vegan star" but it is a rebranded machine which is sold under the name "apix asm280" in Japan - I got this because it was most easily available - it works fine and saves a lot of time - compared to making soy milk by hand - though it is not as convenient to use as for example a rice cooker - it takes some time to clean it.
Also, it only makes about one litre, so to make a block of tofu you will need to run it at least twice.

I have a soy milk maker, and it has definitely paid for itself (it was on sale for $100 at a local grocery store about 4 years ago). I buy soy beans in bulk from Walton Feeds. I just soak the soybeans over night and then put them in soy milk maker the next day. Twenty minutes later, soy milk! It's a Nutritionist, which is not the highest-rated brand.

There are a few flaws with it.

Number one, in my book, is that it is difficult to clean--and it isn't dishwasher safe, so lots of little parts to clean by hand!

Number two: It will not yield a product that can make tofu, though this isn't such a big deal to me as the cleaning.

Number three: It can overheat/overflow and make a mess.

Other soy milk makers (a friend of mine swears by Soy Wonder brand) can be used to make nut milk and rice milk as well. They are more expensive, though.

I have a Vita Mix now, and I'm going to try making soy milk with it and see if it is easier.
Hope this helps